Portfolio calculator

Sharpe Ratio Calculator

Measure return per unit of total volatility for up to 10 long-only positions. Results use available dividend-adjusted historical prices, with no live data refresh.

Methodology

Daily portfolio returns are derived from common local price observations across all submitted symbols.
Weights are normalized to 100%, or assigned equally when only tickers are entered.
The portfolio is rebalanced monthly back to target weights across the selected lookback window.
The annual risk-free rate defaults to 0% and is converted to a daily rate before excess returns are calculated.

Historical returns use dividend-adjusted prices. Calculations are research outputs and are not investment advice.

Worked Example

For example, entering NVDA 40%, MSFT 30%, GOOG 30% estimates how much excess daily return the weighted portfolio produced for each unit of annualized volatility.

The default sample uses NVDA 40%, MSFT 30%, GOOG 30% with the 3Y lookback and SPY as benchmark context.

What is a good Sharpe ratio?

There is no universal cutoff, but higher values indicate more excess return per unit of total volatility for the selected period.

Does this use live data?

No. Anonymous public calculations use only historical prices already stored in Regivion's local database.

Can I enter dollar amounts?

Enter percentage weights or ticker-only equal weights. Dollar amounts are not supported.